+1,016.7%
GME vs KMX
+381.7%
+635.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | +0.3% |
| 7D | +0.4% | -0.7% | +1.1% | +0.7% |
| 30D | -1.4% | +4.1% | -5.5% | -3.1% |
| 3M | -15.1% | +27.5% | -42.7% | -24.1% |
| 6M | -22.5% | +43.6% | -66.1% | -34.9% |
| YTD | -5.9% | +56.8% | -62.7% | -24.4% |
| 1Y | -18.6% | -1.3% | -17.3% | -23.7% |
| 3Y | +6.7% | -25.4% | +32.1% | +10.6% |
| 5Y | -62.0% | -53.9% | -8.1% | -53.3% |
| 10Y | +239.5% | +0.7% | +238.8% | +194.2% |
| All | +1,016.7% | +381.7% | +635.0% | +325.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling